-5.6%
TLT vs FSLR
-24.3%
+18.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.7% |
| 7D | +1.0% | +10.3% | -9.4% | +0.6% |
| 30D | +6.0% | +10.4% | -4.4% | +5.7% |
| 3M | -0.9% | -20.2% | +19.3% | -0.4% |
| 6M | -2.3% | -8.0% | +5.7% | -1.9% |
| YTD | -3.3% | -25.5% | +22.2% | -3.0% |
| 1Y | -5.6% | -26.0% | +20.4% | -5.4% |
| All | -5.6% | -24.3% | +18.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling